We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopulas is given and two applications in the theory of fuzzy measures and stochastic processes are given.

Semicopulas: characterizations and applicability

DURANTE, FABRIZIO;SEMPI, Carlo
2006-01-01

Abstract

We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopulas is given and two applications in the theory of fuzzy measures and stochastic processes are given.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/103212
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